Search results for: Gas diffusion layer

Authors: Amjad Abdullah, Amjad Yahya, Bushra Aljohani, Amani S. Alghamdi

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Change point detection is an important part of data analysis. The presence of a change point refers to a significant change in the behavior of a time series. In this article, we examine the detection of multiple change points of parameters of the exponential Lomax distribution, which is broad and flexible compared with other distributions while fitting data. We used the Schwarz information criterion and binary segmentation to detect multiple change points in publicly available data on the average temperature in the ozone layer. The change points were successfully located.

Keywords: Binary segmentation, change point, exponential Lomax distribution, information criterion.

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Authors: M. Si Abdallah, B. Zeghmati

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A numerical analysis used to simulate the effects of wavy surfaces and thermal radiation on natural convection heat transfer boundary layer flow over an inclined wavy plate has been investigated. A simple coordinate transformation is employed to transform the complex wavy surface into a flat plate. The boundary layer equations and the boundary conditions are discretized by the finite difference scheme and solved numerically using the Gauss-Seidel algorithm with relaxation coefficient. Effects of the wavy geometry, the inclination angle of the wavy plate and the thermal radiation on the velocity profiles, temperature profiles and the local Nusselt number are presented and discussed in detail.

Keywords: Free convection, wavy surface, inclined surface, thermal radiation.

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Authors: Sheena Mathew, K. Poulose Jacob

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Extensive use of the Internet coupled with the marvelous growth in e-commerce and m-commerce has created a huge demand for information security. The Secure Socket Layer (SSL) protocol is the most widely used security protocol in the Internet which meets this demand. It provides protection against eaves droppings, tampering and forgery. The cryptographic algorithms RC4 and HMAC have been in use for achieving security services like confidentiality and authentication in the SSL. But recent attacks against RC4 and HMAC have raised questions in the confidence on these algorithms. Hence two novel cryptographic algorithms MAJE4 and MACJER-320 have been proposed as substitutes for them. The focus of this work is to demonstrate the performance of these new algorithms and suggest them as dependable alternatives to satisfy the need of security services in SSL. The performance evaluation has been done by using practical implementation method.

Keywords: Confidentiality, HMAC, Integrity, MACJER-320, MAJE4, RC4, Secure Socket Layer

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Authors: Motahar Reza, Rajni Chahal, Neha Sharma

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This article addresses the boundary layer flow and heat transfer of Casson fluid over a nonlinearly permeable stretching surface with chemical reaction in the presence of variable magnetic field. The effect of thermal radiation is considered to control the rate of heat transfer at the surface. Using similarity transformations, the governing partial differential equations of this problem are reduced into a set of non-linear ordinary differential equations which are solved by finite difference method. It is observed that the velocity at fixed point decreases with increasing the nonlinear stretching parameter but the temperature increases with nonlinear stretching parameter.

Keywords: Boundary layer flow, nonlinear stretching, Casson fluid, heat transfer, radiation.

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Authors: A. T. Eswara

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This paper analyses the unsteady, two-dimensional stagnation point flow of an incompressible viscous fluid over a flat sheet when the flow is started impulsively from rest and at the same time, the sheet is suddenly stretched in its own plane with a velocity proportional to the distance from the stagnation point. The partial differential equations governing the laminar boundary layer forced convection flow are non-dimensionalised using semi-similar transformations and then solved numerically using an implicit finitedifference scheme known as the Keller-box method. Results pertaining to the flow and heat transfer characteristics are computed for all dimensionless time, uniformly valid in the whole spatial region without any numerical difficulties. Analytical solutions are also obtained for both small and large times, respectively representing the initial unsteady and final steady state flow and heat transfer. Numerical results indicate that the velocity ratio parameter is found to have a significant effect on skin friction and heat transfer rate at the surface. Furthermore, it is exposed that there is a smooth transition from the initial unsteady state flow (small time solution) to the final steady state (large time solution).

Keywords: Forced flow, Keller-box method, Stagnation point, Stretching flat sheet, Unsteady laminar boundary layer, Velocity ratio parameter.

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Authors: Slimane Ouhmad, Abdellah Halimi

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In this work, neural networks methods MLP type were applied to a database from an array of six sensors for the detection of three toxic gases. The choice of the number of hidden layers and the weight values are influential on the convergence of the learning algorithm. We proposed, in this article, a mathematical formula to determine the optimal number of hidden layers and good weight values based on the method of back propagation of errors. The results of this modeling have improved discrimination of these gases and optimized the computation time. The model presented here has proven to be an effective application for the fast identification of toxic gases.

Keywords: Back-propagation, Computing time, Fast identification, MLP neural network, Number of neurons in the hidden layer.

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Authors: Mahdi Sadeghian, Somaye Sadeghian, Reza Dinarvand

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This paper is going to discuss two issues encountered in using PLAXIS. Both issues were monitored during application of PLAXIS to estimate the excavation-induced displacement. Column Soil Mixing (CSM) was applied to stabilise the excavation. It was understood that the estimated excavation induced deformation at the top of the CSM blocks highly depends on the material type defining pavement material adjacent to the CSM blocks. Cohesive material for pavement will result in the unrealistic connection between pavement and CSM even by defining an interface element. To find the most realistic approach, the interface defined in three different manners (1) no interface elements were applied (2) a non-cohesive soil layer was defined between pavement and CSM block to represent the friction between these materials (3) built-in interface elements in PLAXIS was used to define the boundary between the pavement and the CSM block. The result showed that the option 2 would result in more realistic results. The second issue was in the modelling of the contact line between the CSM block and an inclined layer underneath. The analysis result showed that the excavation-induced deformation highly depends on how the PLAXIS user defines the contact area. It was understood that if the contact area had defined as a point in which CSM block had intersected the layer underneath the estimated lateral displacement of CSM block would be unrealistically lower than the model in which the contact area was defined as a line.

Keywords: PLAXIS, FEM, CSM, excavation-induced deformation.

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Authors: M. Vatani, A. R. Rahimi, F. Brazandeh, A. Sanati nezhad

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Although the STL (stereo lithography) file format is widely used as a de facto industry standard in the rapid prototyping industry due to its simplicity and ability to tessellation of almost all surfaces, but there are always some defects and shortcoming in their usage, which many of them are difficult to correct manually. In processing the complex models, size of the file and its defects grow extremely, therefore, correcting STL files become difficult. In this paper through optimizing the exiting algorithms, size of the files and memory usage of computers to process them will be reduced. In spite of type and extent of the errors in STL files, the tail-to-head searching method and analysis of the nearest distance between tails and heads techniques were used. As a result STL models sliced rapidly, and fully closed contours produced effectively and errorless.

Keywords: Layer manufacturing, STL files, slicing algorithm, nearest distance analysis.

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Authors: Youngjae Jin, Daeshik Kim

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This paper describes a cycle accurate simulation results of weight values learned by an auto-encoder behavior model in terms of pre-route simulation. Given the results we visualized the first layer representations with natural images. Many common deep learning threads have focused on learning high-level abstraction of unlabeled raw data by unsupervised feature learning. However, in the process of handling such a huge amount of data, the learning method’s computation complexity and time limited advanced research. These limitations came from the fact these algorithms were computed by using only single core CPUs. For this reason, parallel-based hardware, FPGAs, was seen as a possible solution to overcome these limitations. We adopted and simulated the ready-made auto-encoder to design a behavior model in VerilogHDL before designing hardware. With the auto-encoder behavior model pre-route simulation, we obtained the cycle accurate results of the parameter of each hidden layer by using MODELSIM. The cycle accurate results are very important factor in designing a parallel-based digital hardware. Finally this paper shows an appropriate operation of behavior model based pre-route simulation. Moreover, we visualized learning latent representations of the first hidden layer with Kyoto natural image dataset.

Keywords: Auto-encoder, Behavior model simulation, Digital hardware design, Pre-route simulation, Unsupervised feature learning.

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Authors: Costin Pribeanu

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The model-based approach to user interface design relies on developing separate models capturing various aspects about users, tasks, application domain, presentation and dialog structures. This paper presents a task modeling approach for user interface design and aims at exploring mappings between task, domain and presentation models. The basic idea of our approach is to identify typical configurations in task and domain models and to investigate how they relate each other. A special emphasis is put on applicationspecific functions and mappings between domain objects and operational task structures. In this respect, we will address two layers in task decomposition: a functional (planning) layer and an operational layer.

Keywords: task modeling, user interface design, unit tasks, basic tasks, operational task model.

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Authors: Shiyang Zhu, G. Q. Lo, D. L. Kwong

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Silicon photonics has generated an increasing interest in recent years mainly for optical communications optical interconnects in microelectronic circuits or bio-sensing applications. The development of elementary passive and active components (including detectors and modulators), which are mainly fabricated on the silicon on insulator platform for CMOS-compatible fabrication, has reached such a performance level that the integration challenge of silicon photonics with microelectronic circuits should be addressed. Since crystalline silicon can only be grown from another silicon crystal, making it impossible to deposit in this state, the optical devices are typically limited to a single layer. An alternative approach is to integrate a photonic layer above the CMOS chip using back-end CMOS fabrication process. In this paper, various materials, including silicon nitride, amorphous silicon, and polycrystalline silicon, for this purpose are addressed.

Keywords: Silicon photonics, CMOS, Integration.

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Authors: E. Jomehzadeh, A.R. Saidi

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In the present article, nonlinear vibration analysis of single layer graphene sheets is presented and the effect of small length scale is investigated. Using the Hamilton's principle, the three coupled nonlinear equations of motion are obtained based on the von Karman geometrical model and Eringen theory of nonlocal continuum. The solutions of Free nonlinear vibration, based on a one term mode shape, are found for both simply supported and clamped graphene sheets. A complete analysis of graphene sheets with movable as well as immovable in-plane conditions is also carried out. The results obtained herein are compared with those available in the literature for classical isotropic rectangular plates and excellent agreement is seen. Also, the nonlinear effects are presented as functions of geometric properties and small scale parameter.

Keywords: Small scale, Nonlinear vibration, Graphene sheet, Nonlocal continuum

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Authors: Kasthurirangan Gopalakrishnan, Marshall R. Thompson, Anshu Manik

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This paper describes the use of artificial neural networks (ANN) for predicting non-linear layer moduli of flexible airfield pavements subjected to new generation aircraft (NGA) loading, based on the deflection profiles obtained from Heavy Weight Deflectometer (HWD) test data. The HWD test is one of the most widely used tests for routinely assessing the structural integrity of airport pavements in a non-destructive manner. The elastic moduli of the individual pavement layers backcalculated from the HWD deflection profiles are effective indicators of layer condition and are used for estimating the pavement remaining life. HWD tests were periodically conducted at the Federal Aviation Administration-s (FAA-s) National Airport Pavement Test Facility (NAPTF) to monitor the effect of Boeing 777 (B777) and Beoing 747 (B747) test gear trafficking on the structural condition of flexible pavement sections. In this study, a multi-layer, feed-forward network which uses an error-backpropagation algorithm was trained to approximate the HWD backcalculation function. The synthetic database generated using an advanced non-linear pavement finite-element program was used to train the ANN to overcome the limitations associated with conventional pavement moduli backcalculation. The changes in ANN-based backcalculated pavement moduli with trafficking were used to compare the relative severity effects of the aircraft landing gears on the NAPTF test pavements.

Keywords: Airfield pavements, ANN, backcalculation, newgeneration aircraft

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Authors: Vojko Kilar, Boris Azinović, David Koren

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Recently, an increasing trend of passive and low-energy buildings transferring form non earthquake-prone to earthquake-prone regions has thrown out the question about the seismic safety of such buildings. The paper describes the most commonly used thermal insulating materials and the special details, which could be critical from the point of view of earthquake resistance. The most critical appeared to be the cases of buildings founded on the RC foundation slab lying on a thermal insulation (TI) layer made of extruded polystyrene (XPS). It was pointed out that in such cases the seismic response of such buildings might differ to response of their fixed based counterparts. The main parameters that need special designers’ attention are: the building’s lateral top displacement, the ductility demand of the superstructure, the foundation friction coefficient demand, the maximum compressive stress in the TI layer and the percentage of the uplifted foundation. The analyses have shown that the potentially negative influences of inserting the TI under the foundation slab could be expected only for slender high-rise buildings subjected to severe earthquakes. Oppositely it was demonstrated for the foundation friction coefficient demand which could exceed the capacity value yet in the case of low-rise buildings subjected to moderate earthquakes. Some suggestions to prevent the horizontal shifts are also given.

Keywords: Earthquake Response, Extruded Polystyrene (XPS), Low-Energy Buildings, Foundations on Thermal Insulation Layer.

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Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

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This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

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Authors: R. Sudhesh Solomon, P. Y. K. L. Srinivas, Abhay Narayan, Amitava Das

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Users in social networks either unicast or broadcast their messages. At mention is the popular way of unicasting for Twitter whereas general tweeting could be considered as broadcasting method. Understanding the information flow and dynamics within a Social Network and modeling the same is a promising and an open research area called Information Diffusion. This paper seeks an answer to a fundamental question - understanding if the at-mention network or the unicasting pattern in social media is purely random in nature or is there any user specific selectional preference? To answer the question we present an empirical analysis to understand the sociological aspects of Twitter mentions network within a social network community. To understand the sociological behavior we analyze the values (Schwartz model: Achievement, Benevolence, Conformity, Hedonism, Power, Security, Self-Direction, Stimulation, Traditional and Universalism) of all the users. Empirical results suggest that values traits are indeed salient cue to understand how the mention-based communication network functions. For example, we notice that individuals possessing similar values unicast among themselves more often than with other value type people. We also observe that traditional and self-directed people do not maintain very close relationship in the network with the people of different values traits.

Keywords: Social network analysis, information diffusion, personality and values, Twitter Mentions Network.

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Authors: S. S. P. M. Isa, N. M. Arifin, R. Nazar, N. Bachok, F. M. Ali, I. Pop

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A theoretical study has been presented to describe the boundary layer flow and heat transfer on an exponentially shrinking sheet with a variable wall temperature and suction, in the presence of magnetic field. The governing nonlinear partial differential equations are converted into ordinary differential equations by similarity transformation, which are then solved numerically using the shooting method. Results for the skin friction coefficient, local Nusselt number, velocity profiles as well as temperature profiles are presented through graphs and tables for several sets of values of the parameters. The effects of the governing parameters on the flow and heat transfer characteristics are thoroughly examined.

Keywords: Exponentially shrinking sheet, magnetic field, mixed convection, suction.

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Authors: Masoud Mohammadpour, Blair Carlson, Radovan Kovacevic

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The quality of laser welded-brazed (LWB) joints were strongly dependent on the main process parameters, therefore the effect of laser power (3.2–4 kW), welding speed (60–80 mm/s) and wire feed rate (70–90 mm/s) on mechanical strength and surface roughness were investigated in this study. The comprehensive optimization process by means of response surface methodology (RSM) and desirability function was used for multi-criteria optimization. The experiments were planned based on Box– Behnken design implementing linear and quadratic polynomial equations for predicting the desired output properties. Finally, validation experiments were conducted on an optimized process condition which exhibited good agreement between the predicted and experimental results. AlSi3Mn1 was selected as the filler material for joining aluminum alloy 6022 and hot-dip galvanized steel in coach peel configuration. The high scanning speed could control the thickness of IMC as thin as 5 µm. The thermal simulations of joining process were conducted by the Finite Element Method (FEM), and results were validated through experimental data. The Fe/Al interfacial thermal history evidenced that the duration of critical temperature range (700–900 °C) in this high scanning speed process was less than 1 s. This short interaction time leads to the formation of reaction-control IMC layer instead of diffusion-control mechanisms.

Keywords: Laser welding-brazing, finite element, response surface methodology, multi-response optimization, cross-beam laser.

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Authors: E. Barkanov, E. Skukis, M. Wesolowski, A. Chate

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New nondestructive technique, namely an inverse technique based on vibration tests, to characterize nonlinear mechanical properties of adhesive layers in sandwich composites is developed. An adhesive layer is described as a viscoelastic isotropic material with storage and loss moduli which are both frequency dependent values in wide frequency range. An optimization based on the planning of experiments and response surface technique to minimize the error functional is applied to decrease considerably the computational expenses. The developed identification technique has been tested on aluminum panels and successfully applied to characterize viscoelastic material properties of 3M damping polymer ISD-112 used as a core material in sandwich panels.

Keywords: Adhesive layer, finite element method, inverse technique, sandwich panel, vibration test, viscoelastic material properties.

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Authors: G. Sarojamma, K. Vendabai

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An analysis is carried out to investigate the effect of magnetic field and heat source on the steady boundary layer flow and heat transfer of a Casson nanofluid over a vertical cylinder stretching exponentially along its radial direction. Using a similarity transformation, the governing mathematical equations, with the boundary conditions are reduced to a system of coupled, non –linear ordinary differential equations. The resulting system is solved numerically by the fourth order Runge – Kutta scheme with shooting technique. The influence of various physical parameters such as Reynolds number, Prandtl number, magnetic field, Brownian motion parameter, thermophoresis parameter, Lewis number and the natural convection parameter are presented graphically and discussed for non – dimensional velocity, temperature and nanoparticle volume fraction. Numerical data for the skin – friction coefficient, local Nusselt number and the local Sherwood number have been tabulated for various parametric conditions. It is found that the local Nusselt number is a decreasing function of Brownian motion parameter Nb and the thermophoresis parameter Nt.

Keywords: Casson nanofluid, Boundary layer flow, Internal heat generation/absorption, Exponentially stretching cylinder, Heat transfer, Brownian motion, Thermophoresis.

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Authors: Homayon Ahmad Panahi, Hossein Sid Kalal, Atyeh Rahimi

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A high performance thin layer chromatography system (HPTLC) for the separation of vitamin B2 and B12 has been developed. The separation was successfully using a solvent system of methanol, water, ammonia 7.3.1 (V/V) as mobile phase on HPTLC plates impregnated with boric acid. The effect of other mobile phases on the separation of vitamins was also examined. The method is based on different behavior of investigated compounds in impregnated TLC plates with different amount of boric acid. The Rf values of vitamin B2 and B12 are considered on non impregnated and impregnated silica gel HPTLC plate with boric acid. The effect of boric acid in the mobile phase and on HPTLC plates on the RF values of the vitamins has also been studied.

Keywords: High performance thin layer chromatography, HPTLC, Vitamin B2, Vitamin B12, Separation.

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Authors: Marzieh Moosavi-Nasab, Masoumeh Izadi, Sara Hosseinpour

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In this study, the possibility of using potato as a substrate for glutamic acid production by Brevibacterium linens was investigated. For preparation of fermentation medium, potato was hydrolyzed by hydrochloridric acid. The medium contained potato hydrolysate, tween 80, mineral solution, glucose, and potassium hydrogen phosphate. The initial pH of the medium was adjusted to 7-7.5. For achieving the optimum time with maximum yield, the beakers containing the medium and the inoculums were incubated in a rotary water bath flask shaker for one to five days. Thin layer choromatography was used for quantitative and qualitative assay of the glutamic acid produced. The results revealed that as fermentation time increased, pH of the fermentation medium significantly decreased (P<0.05). Furthermore, glutamic acid concentration in fermentation medium increased significantly (P<0.05). The highest amount of the glutamic acid obtained was 5.6 g/l on the forth day of fermentation.

Keywords: Brevibacterium linens, Fermentation, Glutamicacid, Thin layer choromatography

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Authors: Hamza A. Ali, Waleed A. J. Rasheed

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The use of neural networks for recognition application is generally constrained by their inherent parameters inflexibility after the training phase. This means no adaptation is accommodated for input variations that have any influence on the network parameters. Attempts were made in this work to design a neural network that includes an additional mechanism that adjusts the threshold values according to the input pattern variations. The new approach is based on splitting the whole network into two subnets; main traditional net and a supportive net. The first deals with the required output of trained patterns with predefined settings, while the second tolerates output generation dynamically with tuning capability for any newly applied input. This tuning comes in the form of an adjustment to the threshold values. Two levels of supportive net were studied; one implements an extended additional layer with adjustable neuronal threshold setting mechanism, while the second implements an auxiliary net with traditional architecture performs dynamic adjustment to the threshold value of the main net that is constructed in dual-layer architecture. Experiment results and analysis of the proposed designs have given quite satisfactory conducts. The supportive layer approach achieved over 90% recognition rate, while the multiple network technique shows more effective and acceptable level of recognition. However, this is achieved at the price of network complexity and computation time. Recognition generalization may be also improved by accommodating capabilities involving all the innate structures in conjugation with Intelligence abilities with the needs of further advanced learning phases.

Keywords: Classification, Recognition, Neural Networks, Pattern Recognition, Generalization.

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Authors: Atiqul Islam, Shamim Akhter, Tumnun E. Mursalin

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Least Development Countries (LDC) like Bangladesh, whose 25% revenue earning is achieved from Textile export, requires producing less defective textile for minimizing production cost and time. Inspection processes done on these industries are mostly manual and time consuming. To reduce error on identifying fabric defects requires more automotive and accurate inspection process. Considering this lacking, this research implements a Textile Defect Recognizer which uses computer vision methodology with the combination of multi-layer neural networks to identify four classifications of textile defects. The recognizer, suitable for LDC countries, identifies the fabric defects within economical cost and produces less error prone inspection system in real time. In order to generate input set for the neural network, primarily the recognizer captures digital fabric images by image acquisition device and converts the RGB images into binary images by restoration process and local threshold techniques. Later, the output of the processed image, the area of the faulty portion, the number of objects of the image and the sharp factor of the image, are feed backed as an input layer to the neural network which uses back propagation algorithm to compute the weighted factors and generates the desired classifications of defects as an output.

Keywords: Computer vision, image acquisition device, machine vision, multi-layer neural networks.

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Authors: Rabah Haoui

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The aim of this work is to analyze a viscous flow around the axisymmetric blunt body taken into account the mesh size both in the free stream and into the boundary layer. The resolution of the Navier-Stokes equations is realized by using the finite volume method to determine the flow parameters and detached shock position. The numerical technique uses the Flux Vector Splitting method of Van Leer. Here, adequate time stepping parameter, CFL coefficient and mesh size level are selected to ensure numerical convergence. The effect of the mesh size is significant on the shear stress and velocity profile. The best solution is obtained with using a very fine grid. This study enabled us to confirm that the determination of boundary layer thickness can be obtained only if the size of the mesh is lower than a certain value limits given by our calculations.

Keywords: Supersonic flow, viscous flow, finite volume, blunt body.

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Authors: Chaitanya Chawla, Divya Panwar, Gurneesh Singh Anand, M. P. S Bhatia

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This paper presents a deep-learning mechanism for classifying computer generated images and photographic images. The proposed method accounts for a convolutional layer capable of automatically learning correlation between neighbouring pixels. In the current form, Convolutional Neural Network (CNN) will learn features based on an image's content instead of the structural features of the image. The layer is particularly designed to subdue an image's content and robustly learn the sensor pattern noise features (usually inherited from image processing in a camera) as well as the statistical properties of images. The paper was assessed on latest natural and computer generated images, and it was concluded that it performs better than the current state of the art methods.

Keywords: Image forensics, computer graphics, classification, deep learning, convolutional neural networks.

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Authors: Brigitte Rafael, Stefan M. Oertl

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Music segmentation is a key issue in music information retrieval (MIR) as it provides an insight into the internal structure of a composition. Structural information about a composition can improve several tasks related to MIR such as searching and browsing large music collections, visualizing musical structure, lyric alignment, and music summarization. The authors of this paper present the MTSSM framework, a twolayer framework for the multi-track segmentation of symbolic music. The strength of this framework lies in the combination of existing methods for local track segmentation and the application of global structure information spanning via multiple tracks. The first layer of the MTSSM uses various string matching techniques to detect the best candidate segmentations for each track of a multi-track composition independently. The second layer combines all single track results and determines the best segmentation for each track in respect to the global structure of the composition.

Keywords: Pattern Recognition, Music Information Retrieval, Machine Learning.

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Authors: Tebogo Emma Makaba, Barnabas Ndlovu Gatsheni

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The cities of Johannesburg and Pretoria both located in the Gauteng province are separated by a distance of 58 km. The traffic queues on the Ben Schoeman freeway which connects these two cities can stretch for almost 1.5 km. Vehicle traffic congestion impacts negatively on the business and the commuter’s quality of life. The goal of this paper is to identify variables that influence the flow of traffic and to design a vehicle traffic prediction model, which will predict the traffic flow pattern in advance. The model will unable motorist to be able to make appropriate travel decisions ahead of time. The data used was collected by Mikro’s Traffic Monitoring (MTM). Multi-Layer perceptron (MLP) was used individually to construct the model and the MLP was also combined with Bagging ensemble method to training the data. The cross—validation method was used for evaluating the models. The results obtained from the techniques were compared using predictive and prediction costs. The cost was computed using combination of the loss matrix and the confusion matrix. The predicted models designed shows that the status of the traffic flow on the freeway can be predicted using the following parameters travel time, average speed, traffic volume and day of month. The implications of this work is that commuters will be able to spend less time travelling on the route and spend time with their families. The logistics industry will save more than twice what they are currently spending.

Keywords: Bagging ensemble methods, confusion matrix, multi-layer perceptron, vehicle traffic flow.

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Authors: George Yungchih Wang

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Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.

Keywords: real options, capital budgeting, geometric Brownianmotion, mixed diffusion-jump, mean-reverting process

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Authors: M. Kumpugdee-Vollrath, T. G. D. Phu, M. Helmis

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A suitable model membrane to study the pharmacological effect of pharmaceutical products is human stratum corneum because this layer of human skin is the outermost layer and it is an important barrier to be passed through. Other model membranes which were also used are for example skins from pig, mouse, reptile or fish. We are interested in fish skins in this project. The advantages of the fish skins are, that they can be obtained from the supermarket or fish shop. However, the fish skins should be freshly prepared and used directly without storage. In order to understand the effect of different model drugs e.g. lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid on the properties of the model membrane from various types of fishes e.g. trout, salmon, cod, plaice permeation tests were performed and differential scanning calorimetry was applied.

Keywords: Fish skin, model membrane, permeation, DSC, lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid.

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